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1 December 1991 Noniterative subspace updating
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Abstract
In this paper, we introduce a rank-one spherical subspace update that is appropriate for tracking the dominant (signal) and/or subdominant (noise) subspaces associated with a slowly time-varying correlation matrix. This non-iterative, highly parallel, numerically stabilized, subspace update is closely related to rank-one eigenstructure updating. However, a rank-one subspace update involves less computation than simple rank-one correlation accumulation. Moreover, the frequency tracking capabilities of the non-iterative subspace update are virtually identical to and in some cases more robust than the more computationally expensive eigen- based methods.
© (1991) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Ronald D. DeGroat and Eric M. Dowling "Noniterative subspace updating", Proc. SPIE 1566, Advanced Signal Processing Algorithms, Architectures, and Implementations II, (1 December 1991); https://doi.org/10.1117/12.49839
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